ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 1840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.98
Theta: -1.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1866.00 | 44 | -14.9 | 15.77 | 179 | 30 | 126 | |||||||||
| 14 Sept | 1893.60 | 72.8 | 19.15 | 14.42 | 135 | -40 | 103 | |||||||||
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| 17 Aug | 1898.30 | 249.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1840 expiring on 30SEP2025
Delta for 1840 CE is 0.77
Historical price for 1840 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 44, which was -14.9 lower than the previous day. The implied volatity was 15.77, the open interest changed by 30 which increased total open position to 126
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 72.8, which was 19.15 higher than the previous day. The implied volatity was 14.42, the open interest changed by -40 which decreased total open position to 103
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 249.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30SEP2025 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.30
Vega: 1.14
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1866.00 | 15.1 | 5.5 | 23.45 | 384 | -21 | 347 |
| 14 Sept | 1893.60 | 11.65 | -8.35 | 21.90 | 312 | 17 | 397 |
| 17 Aug | 1898.30 | 43.2 | 0 | 3.10 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1840 expiring on 30SEP2025
Delta for 1840 PE is -0.30
Historical price for 1840 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 15.1, which was 5.5 higher than the previous day. The implied volatity was 23.45, the open interest changed by -21 which decreased total open position to 347
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 11.65, which was -8.35 lower than the previous day. The implied volatity was 21.90, the open interest changed by 17 which increased total open position to 397
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 43.2, which was 0 lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0
